V-Lab: AEX-Index MF2-GARCH Volatility Analysis

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AEX-Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 17th, 2025:14.50% (+1.21%)

Analysis last updated: Friday, November 14, 2025 at 04:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0000	0.00
$β$	0.8325	223.43
$γ$	0.1843	43.14
$λ_{1}$	0.0079	4.10
$λ_{2}$	0.0437	3.89
$λ_{3}$	0.9497	73.30

Estimation Period:
Jan 1, 1990 to Nov 14, 2025

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